-3.1%
ROL vs ZCMD
-100.0%
+96.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -6.9% | -21.6% | +14.6% | -6.8% |
| 3M | -24.6% | -67.4% | +42.8% | -24.1% |
| 6M | -39.5% | -99.4% | +59.9% | -37.0% |
| YTD | -41.1% | -99.7% | +58.6% | -38.4% |
| 1Y | -37.9% | -99.9% | +62.0% | -34.9% |
| 3Y | +0.8% | -100.0% | +100.8% | +6.8% |
| All | -3.1% | -100.0% | +96.9% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ZCMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling